Bitcoin price prediction using machine learning: An approach to sample dimension engineering

• Published in: Journal of computational and applied mathematics Vol. 365; p. 112395
• Main Authors: Chen, Zheshi, Li, Chunhong, Sun, Wenjun
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.02.2020
• Subjects: Bitcoin price prediction; Machine learning algorithms; Occam’s Razor principle; Sample dimension engineering; Machine learning algorithms; Sample dimension engineering; Occam’s Razor principle; Bitcoin price prediction

After the boom and bust of cryptocurrencies’ prices in recent years, Bitcoin has been increasingly regarded as an investment asset. Because of its highly volatile nature, there is a need for good predictions on which to base investment decisions. Although existing studies have leveraged machine lear...